Numerical Linear Algebra
Numerical Linear Algebra
This course delves into the numerical treatment of 3 fundamental problems (viz, solving linear system of equationss, eigen value problem and least squares problems) that often arise in applications.
Syllabus:
Triangular forms, Matrix norms, Conditioning of linear systems/Eigen value problem, Matrix factorizations (SVD, LU, QR etc) and their applications, Direct/Iterative methods for solving linear systems, Numerical schemes for finding maximum/general eigen values, Least squares problem, Regularization techniques.